Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47850.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46455.41 Kr¶

PnL: ---------------------------------------> -433.16 Kr¶

DD now: ---------------------------------> -1.603 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:48:39.137513'

Anic Portfolio¶

Today¶

Return: -0.278 %¶

This Week¶

Return: -0.131 %¶

Total¶

Return: 56.65 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.600000 2793.000000 157.000000 5.960000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.560000 629.530000 52.530000 9.100000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.380000 3416.000000 39.000000 1.150000 3377.000000
HMS Networks 2 -1.510000 706.400000 33.400000 4.960000 673.000000
Resurs Holding 22 0.580000 607.200000 33.200000 5.780000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.240000 388.100000 33.100000 9.320000 355.000000
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.840000 541.800000 14.800000 2.810000 527.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.640000 583.680000 13.680000 2.400000 570.000000
Swedbank A 3 1.610000 577.650000 13.650000 2.420000 564.000000
Coor Service Management Hold. 8 -0.440000 544.400000 12.400000 2.330000 532.000000
OEM International B 7 -1.670000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.270000 538.070000 4.070000 0.760000 533.999999
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.250000 245.760000 -0.240000 -0.100000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 0.240000 3452.160000 -1.840000 -0.050000 3453.999992
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.210000 556.400000 -17.600000 -3.070000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -2.780000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -2.280000 538.990000 -74.010000 -12.070000 612.999432
Axfood 13 -0.960000 3625.700000 -130.300000 -3.470000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -2.000000 1411.200000 -252.800000 -15.190000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46455.410000 -433.160000 -1.60296% 46888.564618

Updated:¶

'2023-01-24 11:48:51.925696'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶